Resume

Professional Experience

• Quantitative Researcher and Developer at Abu Dhabi Investmennt Authority (ADIA), Abu Dhabi, from July 2023.
  I am part of the Data Curation team and work on NLP related projects.

• Senior Machine Learning Researcher at Talkwalker, Luxembourg, May 2021 - June 2023.
  I was using Deep Learning models in order to solve NLP related problems. Here are some examples of my projects:
  • Training classifiers using pre-trained multilingual transformers models.
  • Active Learning based training.
  • Meta-Learning for improving classifiers accuracy.

• Desk Strat at Deutsche Bank, London, UK, September 2020 - April 2021.
  I was working on the Synthetic Desk’s (ETFs and Indices) migration to Kannon (New P&L and Risk tool used by trading).

• Quantitative Researcher at The Independent Calculation Agent, Paris, France, Nov 2016 - February 2020.
  As PhD candidate in collaboration with The ICA, I worked on the following projects:
  • Optimizing the ICA’s analytic library using Optimal Quantization based methods (Pricing of Exotic Options in the interest rate world).
  • Identifying and killing bias in the xVA computation using Multilevel Monte-Carlo methods.
  • Implementing new regulatory risk measures in the library.

• Intern Quantitative Analyst at The Independent Calculation Agent, Paris, France, May 2016 – Oct 2016.
  The goal of my internship was to optimize financial products price and risk measures sensitivities computations. I investigated both Malliavin calculus and finite differences methods and concluded the latter offered the best optimization.

• Research Assistant at LPSM (former LPMA), under the direction of Daphné Giorgi and Vincent Lemaire, Paris, France, Jun 2015 – Jul 2015.
  I explored short rate models (Vasicek Model) and their numerical simulation using trinomial trees.

Education

• Ph.D CIFRE in Numerical Probability, Laboratoire de Probabilité, Statistiques et Modélisation (LPSM), Pierre and Marie Curie University (Paris VI), defended the 24th of June 2020.

• Research Master in Probability and Finance, Pierre and Marie Curie University (Paris VI), Sep 2014 to Jun 2016.

• B.S. in Mathematics, Aix-Marseille University, Sep 2011 to Jun 2014.

I spent the 2013-2014 academic year on exchange with the ERASMUS program in the Lund University’s mathematics department, Lund, Sweden.

Programming Skills

• Python (Pytorch, Huggingface, Numpy, Pandas, …)

• C/C++

• Java

• LaTeX

• Scala

• Matlab - Scilab